+578.0%
FE vs NVS
+976.2%
-398.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | 0.0% | +1.1% | -1.1% | -0.4% |
| 30D | +5.2% | +13.4% | -8.3% | +0.8% |
| 3M | 0.0% | +5.4% | -5.4% | -2.5% |
| 6M | +5.0% | +9.6% | -4.5% | +0.9% |
| YTD | +7.9% | +21.5% | -13.6% | -0.2% |
| 1Y | +6.3% | +32.3% | -26.0% | -4.6% |
| 3Y | +46.0% | +92.9% | -46.9% | +14.2% |
| 5Y | +45.6% | +134.3% | -88.7% | +5.6% |
| 10Y | +109.3% | +272.3% | -162.9% | +30.7% |
| All | +578.0% | +976.2% | -398.2% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling